Mid-session IV Report May 1, 2019​

Mid-session IV Report May 1, 2019​

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.​
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Options with increasing option implied volatility: COST DG VMW BURL WDAY CIEN DLTR ULTA GPS DKS SQ CREE QCOM​

Popular stocks with increasing unusual volume: TWLO PFE APC DIS ZNGA RIG CVS​
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Square (SQ) May weekly call option implied volatility is at 108, May is at 47; compared to its 52-week range of 36 to 78 into the expected release of release of EPS today after the bell. Call put ratio 2.3 calls to 1 put with focus on May weekly 73 calls. ​

Cree (CREE) May weekly call option implied volatility is at 110, May is at 54; compared to its 52-week range of 29 to 62 into the expected release of release of EPS today after the bell. Call put ratio 3.3 calls to 1 put with focus on May weekly 69 calls. ​
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Qualcomm (QCOM) May weekly call option implied volatility is at 82, May is at 38; compared to its 52-week range of 19 to 53 into the expected release of release of EPS today after the bell. Call put ratio 3.4 calls to 1 put with focus on May weekly 88 and 90 calls.​

Sprint (S) May weekly call option implied volatility is at 72, May is at 60; compared to its 52-week range of 24 to 111 into the expected release of release of EPS today after the bell.​
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Clorox (CLX) May call option implied volatility is at 25, June is at 20; compared to its 52-week range of 17 to 34 into the expected release of release of EPS today after the bell. Call put ratio 1 call to 2.4 puts with focus on May weekly 150 puts. ​

Kraft Heinz (KHC) May call option implied volatility is at 33, June is at 35; compared to its 52-week range of 19 to 45 into the expected release of release of EPS today after the bell. Call put ratio 3.9 calls to 1 put with focus on May 33 and 34 calls. ​
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CBS (CBS) May weekly call option implied volatility is at 53, May is at 30; compared to its 52-week range of 21 to 41 into the expected release of release of EPS after the bell on May 2.​

Cigna (CI) May weekly call option implied volatility is at 66, May is at 36; compared to its 52-week range of 18 to 42 into the expected release of release of EPS before the bell on May 2.​

Activision Blizzard (ATVI) May weekly call option implied volatility is at 100, May is at 40; compared to its 52-week range of 24 to 61 into the expected release of release of EPS after the bell on May 2.​

Avon (AVP) May weekly call option implied volatility is at 120, May is at 61; compared to its 52-week range of into the expected release of release of EPS before the bell on May 2.​

Discovery (DISCA) May call option implied volatility is at 39, June is at 34; compared to its 52-week range of 29 to 50 into the expected release of release of EPS before the bell on May 2. Call put ratio 1 call to 5.4 puts with focus on May 27.50 and 30 puts. ​

Dunkin Brands (DNKN) May call option implied volatility is at 29, June is at 24; compared to its 52-week range of 18 to 34 into the expected release of release of EPS before the bell on May 2.​

EOG Resources (EOG) May weekly call option implied volatility is at 55, May is at 38; compared to its 52-week range of 22 to 58 into the expected release of release of EPS after the bell on May 2.​

Expedia (EXPE) May weekly call option implied volatility is at 109, May is at 44; compared to its 52-week range of 19 to 49 into the expected release of release of EPS after the bell on May 2.​

First Solar (FSLR) May weekly call option implied volatility is at 103, May is at 49; compared to its 52-week range of 30 to 55 into the expected release of release of EPS after the bell on May 2.​

Flour (FLR) May weekly call option implied volatility is at 88, May is at 45; compared to its 52-week range of 20 to 55 into the expected release of release of EPS after the bell on May 2.​

Generac (GNRC) May call option implied volatility is at 35, June is at 30; compared to its 52-week range of 21 to 53 into the expected release of release of EPS before the bell on May 2.​

Gilead (GILD) May weekly call option implied volatility is at 64, May is at 31; compared to its 52-week range of 19 to 43 into the expected release of release of EPS after the bell on May 2.​

GoDaddy (GDDY) May call option implied volatility is at 38, June is at 29; compared to its 52-week range of 22 to 58 into the expected release of release of EPS after the bell on May 2.​

Hanesbrands (HBI) May call option implied volatility is at 49, June is at 35; compared to its 52-week range of 24 to 64 into the expected release of release of EPS before the bell on May 2.​

Herbalife (HLF) May call option implied volatility is at 90, June is at 38; compared to its 52-week range of 21 to 46 into the expected release of release of EPS after the bell on May 2.​

Kellogg (K) May weekly call option implied volatility is at 97, May is at 38; compared to its 52-week range 18 to 34 of into the expected release of release of EPS before the bell on May 2.​

Monster Beverage (MNST) May weekly call option implied volatility is at 101, May is at 42; compared to its 52-week range of 19 to 41 into the expected release of release of EPS after the bell on May 2.​

Penn National Gaming (PENN) May call option implied volatility is at 56, June is at 38; compared to its 52-week range of 27 to 63 into the expected release of release of EPS before the bell on May 2.​
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PG&E (PCG) May weekly call option implied volatility is at 70, May is at 74; compared to its 52-week range of 27 to 202 into the expected release of release of EPS before the bell on May 2.​

Royal Dutch Shell (RDS.B) May call option implied volatility is at 16, June is at 14; compared to its 52-week range of 15 to 38 into the expected release of release of EPS before the bell on May 2.​

Tableau Software (DATA) May weekly call option implied volatility is at 133, May is at 59; compared to its 52-week range of 23 to 64 into the expected release of release of EPS after the bell on May 2.​

Weight Watchers (WW) May weekly call option implied volatility is at 217, May is at 101; compared to its 52-week range of 35 to 97 into the expected release of release of EPS after the bell on May 2.​

Yeti Holdings (YETI) May weekly call option implied volatility is at 198, May is at 93; compared to its 52-week range of 43 to 96 into the expected release of release of EPS before the bell on May 2.​

Zoetis (ZTS) May weekly call option implied volatility is at 57, May is at 26; compared to its 52-week range of 15 to 35 into the expected release of release of EPS before the bell on May 2. Call put ratio 2.3 calls to 1 put into EPS and outlook.​

Caterpillar (CAT) May weekly call option implied volatility is at 36, May is at 25; compared to its 52-week range of 20 to 50 into a company hosted investor meeting on May 2. Call put ratio 1.42 calls to 1 put with focus on May weekly 141 calls and June 130 puts. ​
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Increasing unusual option volume: GREK DO MX NUS MLM ASC STAA SWN SMG ENPH IPHI ZNGA​
Increasing unusual call option volume: GREK DO MX SMG ENPH STAA MLM FLEX GTT RIG YEXT ETM MXIM XOP AKAM​
Increasing unusual put option volume: MRTX MLM SWN NUS ASC ZNGA HRTX ARLO JCI WPX TIVO SMG AKAM​
Options with decreasing option implied volatility: GS C CZR APC SCHW APHA DIS AMRN KR FCAU GRPN CME AMD AAPL AMGN​
Active options: AAPL AMD TSLA NFLX CVS QCOM FB BAC RIG NVDA APC MSFT DIS ZNGA GE BABA SQ TWLO PFE AMZN​
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